Anic Equity¶

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Total return since start: 0.56 %¶

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Equity now: -----------------------------> 47657.73 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46262.85 Kr¶

PnL: ---------------------------------------> -625.72 Kr¶

DD now: ---------------------------------> -1.999 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 10:18:11.142431'

Anic Portfolio¶

Today¶

Return: 0.261 %¶

This Week¶

Return: 0.261 %¶

Total¶

Return: 56.019 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.630000 2810.500000 174.500000 6.620000 2636.000010
Beijer Electronics Group 26 -0.330000 3125.200000 154.200000 5.190000 2971.000006
Corem Property Group B 59 2.750000 660.800000 83.800000 14.520000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.610000 427.600000 72.600000 20.450000 355.000000
HMS Networks 2 0.730000 717.200000 44.200000 6.570000 673.000000
FM Mattsson Mora Group B 50 0.000000 2950.000000 23.000000 0.790000 2927.000000
Nordea Bank Abp 29 0.760000 3475.360000 21.360000 0.620000 3453.999992
Eastnine 4 1.110000 511.200000 20.200000 4.110000 491.000000
Samhällsbyggnadsbo. i Norden D 12 2.130000 264.720000 18.720000 7.610000 246.000000
Intrum 4 2.250000 544.400000 17.400000 3.300000 527.000000
Essity A 4 0.520000 1164.000000 15.000000 1.310000 1149.000000
Coor Service Management Hold. 8 -0.370000 544.000000 12.000000 2.260000 532.000000
Norva24 Group 16 -0.230000 552.000000 9.000000 1.660000 543.000000
Essity B 2 1.010000 582.200000 8.200000 1.430000 574.000000
OEM International B 7 -0.130000 536.200000 8.200000 1.550000 527.999997
MedCap 2 0.710000 427.000000 6.000000 1.430000 421.000000
Karnov Group 9 -1.790000 541.800000 5.800000 1.080000 536.000004
Midsona B 63 -0.640000 588.420000 5.420000 0.930000 582.999984
AcadeMedia 12 0.170000 562.320000 5.320000 0.960000 557.000004
Resurs Holding 22 -1.020000 579.040000 5.040000 0.880000 573.999998
Fastighetsbolag. Emilshus Pref 21 0.750000 565.950000 3.950000 0.700000 562.000005
Boozt 12 -0.790000 1657.200000 3.200000 0.190000 1653.999996
Creaspac SPAC 6 -0.210000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.180000 546.750000 0.750000 0.140000 546.000000
Securitas B 6 0.510000 566.520000 -3.480000 -0.610000 570.000000
Swedbank A 3 -0.320000 559.200000 -4.800000 -0.850000 564.000000
CTEK 13 -0.900000 513.240000 -20.760000 -3.890000 533.999999
SAAB B 8 1.150000 3320.000000 -57.000000 -1.690000 3377.000000
International Petroleum Corp. 5 1.340000 527.500000 -67.070000 -11.280000 594.565215
Sampo Oyj SDB 7 0.090000 3766.000000 -84.000000 -2.180000 3850.000000
Vivesto 1368 -2.360000 520.930000 -92.070000 -15.020000 612.999432
OX2 18 -1.230000 1515.600000 -148.400000 -8.920000 1663.999992
Axfood 13 -0.290000 3545.100000 -210.900000 -5.620000 3756.000001
Ovzon 52 2.950000 3083.600000 -278.400000 -8.280000 3361.999992
Fasadgruppen Group 35 -0.910000 3433.500000 -377.500000 -9.910000 3810.999990
TOTAL 46262.850000 -625.720000 -1.9991% 46888.564618

Updated:¶

'2023-01-16 10:18:23.342676'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶